You can use the tool 'iexpress' (comes with windows since 2000 i believe) to create a self-extracting .exe file, containing your .bat and .msi, which extracts the files to a temporary folder and then runs the batch file.
Start -> Run -> "iexpress" -> OK -> follow all the prompts. Add your .bat and .msi file to the 'files to extract', extract to 'temporary folder' and when done 'run specified program: myfile.bat'. I haven't used this for a while but the options should be close to that.